Mean-Shift PCA by Knockoff Mean

Mengda Li, Zeng Li, Jianfeng Yao
Proceedings of the 43rd International Conference on Machine Learning, PMLR 306:68025-68043, 2026.

Abstract

Removing noise is difficult, but adding noise is easy. In this work, we show how to eliminate mean-shift noisy components from PCA by deliberately introducing knockoff mean-shift perturbation. Standard PCA is highly sensitive to shifts in the sample mean: a small fraction of samples from a shifted distribution can cause large deviations in the leading principal components. In high-dimensional regimes, existing Robust PCA approaches cannot handle the mean-shift contamination structure inherent in the mixture model. Using tools from Random Matrix Theory, we prove that the mean-shift spikes are spectrally separable from the stable eigenvalues of the original covariance. Furthermore, the original eigenspace remains asymptotically invariant to the contamination, independent of the mixture weight. Exploiting this spectral stability, we propose a simple, two-stage PCA algorithm by adding knockoff mean that identifies and removes the mean-shift component using only standard PCA operations.

Cite this Paper

BibTeX
@InProceedings{pmlr-v306-li26cl, title = {Mean-Shift {PCA} by Knockoff Mean}, author = {Li, Mengda and Li, Zeng and Yao, Jianfeng}, booktitle = {Proceedings of the 43rd International Conference on Machine Learning}, pages = {68025--68043}, year = {2026}, editor = {Zhang, Tong and Dudik, Miroslav and Jaggi, Martin and Agarwal, Alekh and Li, Sharon and Schuurmans, Dale and Zhu, Jerry and Berkenkamp, Felix and Dong, Hanze and Bietti, Alberto}, volume = {306}, series = {Proceedings of Machine Learning Research}, month = {06--11 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v306/main/assets/li26cl/li26cl.pdf}, url = {https://proceedings.mlr.press/v306/li26cl.html}, abstract = {Removing noise is difficult, but adding noise is easy. In this work, we show how to eliminate mean-shift noisy components from PCA by deliberately introducing knockoff mean-shift perturbation. Standard PCA is highly sensitive to shifts in the sample mean: a small fraction of samples from a shifted distribution can cause large deviations in the leading principal components. In high-dimensional regimes, existing Robust PCA approaches cannot handle the mean-shift contamination structure inherent in the mixture model. Using tools from Random Matrix Theory, we prove that the mean-shift spikes are spectrally separable from the stable eigenvalues of the original covariance. Furthermore, the original eigenspace remains asymptotically invariant to the contamination, independent of the mixture weight. Exploiting this spectral stability, we propose a simple, two-stage PCA algorithm by adding knockoff mean that identifies and removes the mean-shift component using only standard PCA operations.} }
Endnote
%0 Conference Paper %T Mean-Shift PCA by Knockoff Mean %A Mengda Li %A Zeng Li %A Jianfeng Yao %B Proceedings of the 43rd International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2026 %E Tong Zhang %E Miroslav Dudik %E Martin Jaggi %E Alekh Agarwal %E Sharon Li %E Dale Schuurmans %E Jerry Zhu %E Felix Berkenkamp %E Hanze Dong %E Alberto Bietti %F pmlr-v306-li26cl %I PMLR %P 68025--68043 %U https://proceedings.mlr.press/v306/li26cl.html %V 306 %X Removing noise is difficult, but adding noise is easy. In this work, we show how to eliminate mean-shift noisy components from PCA by deliberately introducing knockoff mean-shift perturbation. Standard PCA is highly sensitive to shifts in the sample mean: a small fraction of samples from a shifted distribution can cause large deviations in the leading principal components. In high-dimensional regimes, existing Robust PCA approaches cannot handle the mean-shift contamination structure inherent in the mixture model. Using tools from Random Matrix Theory, we prove that the mean-shift spikes are spectrally separable from the stable eigenvalues of the original covariance. Furthermore, the original eigenspace remains asymptotically invariant to the contamination, independent of the mixture weight. Exploiting this spectral stability, we propose a simple, two-stage PCA algorithm by adding knockoff mean that identifies and removes the mean-shift component using only standard PCA operations.
APA
Li, M., Li, Z. & Yao, J.. (2026). Mean-Shift PCA by Knockoff Mean. Proceedings of the 43rd International Conference on Machine Learning, in Proceedings of Machine Learning Research 306:68025-68043 Available from https://proceedings.mlr.press/v306/li26cl.html.

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